[R] Question about BIC of two different regression models? how should we compare two regression models?

[Patrick Breheny]

On 09/02/2011 08:48 AM, John Sorkin wrote:
> I believe when using BIC one needs to compare nested models

This is wrong.  Hypothesis tests rely on nested models; information 
criteria do not.

-- 
Patrick Breheny
Assistant Professor
Department of Biostatistics
Department of Statistics
University of Kentucky